回测周期: 2023-04-07 19:00:00+00:00 至 2026-02-19 17:30:00+00:00
| 开仓时间 | 平仓时间 | 方向 | 开仓价 | 平仓价 | 数量 | 仓位金额 | 保证金 | 手续费 | 盈亏 | 平仓原因 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-04-14 00:30:00+00:00 | 2023-04-14 07:00:00+00:00 | 做多 | 2099.44 | 2113.74 | 0.0476 | 100.00 | 5.00 | 0.08 | 13.58 | signal |
| 2023-08-29 14:00:00+00:00 | 2023-08-29 21:00:00+00:00 | 做多 | 1695.07 | 1731.11 | 0.0670 | 113.54 | 5.68 | 0.09 | 48.24 | signal |
| 2024-02-20 19:30:00+00:00 | 2024-02-21 03:30:00+00:00 | 做多 | 2988.23 | 3007.88 | 0.0541 | 161.73 | 8.09 | 0.13 | 21.21 | signal |
| 2024-03-06 00:00:00+00:00 | 2024-03-06 05:00:00+00:00 | 做多 | 3584.78 | 3753.26 | 0.0510 | 182.87 | 9.14 | 0.15 | 171.82 | take_profit |
| 2024-03-20 03:00:00+00:00 | 2024-03-20 04:00:00+00:00 | 做多 | 3265.23 | 3162.16 | 0.1086 | 354.62 | 17.73 | 0.28 | -224.02 | signal |
| 2024-03-20 18:30:00+00:00 | 2024-03-21 02:00:00+00:00 | 做多 | 3400.66 | 3560.49 | 0.0384 | 130.46 | 6.52 | 0.11 | 122.58 | take_profit |
| 2024-03-25 14:00:00+00:00 | 2024-03-25 21:00:00+00:00 | 做多 | 3549.78 | 3583.81 | 0.0713 | 252.99 | 12.65 | 0.20 | 48.40 | signal |
| 2024-04-15 06:00:00+00:00 | 2024-04-15 11:30:00+00:00 | 做多 | 3243.27 | 3228.47 | 0.0929 | 301.30 | 15.06 | 0.24 | -27.62 | signal |
| 2024-05-27 02:00:00+00:00 | 2024-05-27 06:30:00+00:00 | 做多 | 3925.96 | 3896.28 | 0.0697 | 273.56 | 13.68 | 0.22 | -41.47 | signal |
| 2024-06-14 21:00:00+00:00 | 2024-06-15 10:30:00+00:00 | 做多 | 3479.58 | 3537.70 | 0.0667 | 231.98 | 11.60 | 0.19 | 77.40 | signal |
| 2024-08-06 14:30:00+00:00 | 2024-08-06 19:30:00+00:00 | 做多 | 2522.39 | 2491.36 | 0.1226 | 309.29 | 15.46 | 0.25 | -76.22 | signal |
| 2024-11-06 00:30:00+00:00 | 2024-11-06 03:00:00+00:00 | 做多 | 2484.00 | 2600.75 | 0.0938 | 232.95 | 11.65 | 0.19 | 218.87 | take_profit |
| 2024-11-09 05:30:00+00:00 | 2024-11-09 12:00:00+00:00 | 做多 | 3040.10 | 3041.71 | 0.1486 | 451.72 | 22.59 | 0.36 | 4.60 | signal |
| 2024-11-12 08:30:00+00:00 | 2024-11-12 10:00:00+00:00 | 做多 | 3426.36 | 3334.53 | 0.1331 | 456.15 | 22.81 | 0.36 | -244.68 | signal |
| 2024-12-11 02:30:00+00:00 | 2024-12-11 20:00:00+00:00 | 做多 | 3651.46 | 3823.08 | 0.0579 | 211.28 | 10.56 | 0.17 | 198.52 | take_profit |
| 2024-12-20 13:30:00+00:00 | 2024-12-20 19:00:00+00:00 | 做多 | 3296.12 | 3451.04 | 0.1243 | 409.71 | 20.49 | 0.34 | 384.96 | take_profit |
| 2025-01-15 13:30:00+00:00 | 2025-01-15 20:00:00+00:00 | 做多 | 3297.01 | 3451.97 | 0.2410 | 794.51 | 39.73 | 0.65 | 746.51 | take_profit |
| 2025-01-19 13:30:00+00:00 | 2025-01-19 17:00:00+00:00 | 做多 | 3276.29 | 3430.28 | 0.4703 | 1540.70 | 77.04 | 1.26 | 1447.61 | take_profit |
| 2025-02-25 11:30:00+00:00 | 2025-02-26 03:30:00+00:00 | 做多 | 2432.39 | 2489.78 | 1.2283 | 2987.70 | 149.38 | 2.42 | 1408.62 | signal |
| 2025-03-04 17:00:00+00:00 | 2025-03-04 21:00:00+00:00 | 做多 | 2119.59 | 2219.21 | 2.0736 | 4395.12 | 219.76 | 3.60 | 4129.57 | take_profit |
| 2025-05-09 07:30:00+00:00 | 2025-05-09 08:30:00+00:00 | 做多 | 2363.81 | 2474.91 | 3.6056 | 8522.93 | 426.15 | 6.98 | 8007.99 | take_profit |
| 2025-05-12 07:00:00+00:00 | 2025-05-12 11:30:00+00:00 | 做多 | 2597.69 | 2529.34 | 6.3624 | 16527.51 | 826.38 | 13.05 | -8703.82 | signal |
| 2025-08-04 13:30:00+00:00 | 2025-08-04 23:30:00+00:00 | 做多 | 3619.62 | 3719.42 | 2.1596 | 7817.08 | 390.85 | 6.34 | 4307.43 | signal |
| 2025-08-08 13:30:00+00:00 | 2025-08-08 22:00:00+00:00 | 做多 | 3998.95 | 4029.51 | 3.0311 | 12121.38 | 606.07 | 9.73 | 1847.75 | signal |
| 2025-08-12 12:30:00+00:00 | 2025-08-12 20:00:00+00:00 | 做多 | 4404.92 | 4611.95 | 3.1702 | 13964.28 | 698.21 | 11.43 | 13120.58 | take_profit |
| 2025-08-20 15:00:00+00:00 | 2025-08-20 23:30:00+00:00 | 做多 | 4296.53 | 4334.50 | 6.3026 | 27079.27 | 1353.96 | 21.76 | 4775.26 | signal |
| 2025-08-22 14:00:00+00:00 | 2025-08-22 17:00:00+00:00 | 做多 | 4576.15 | 4791.23 | 6.9586 | 31843.70 | 1592.18 | 26.07 | 29919.74 | take_profit |
| 2025-08-26 01:30:00+00:00 | 2025-08-26 23:00:00+00:00 | 做多 | 4418.83 | 4626.52 | 13.9744 | 61750.70 | 3087.53 | 50.56 | 58019.80 | take_profit |
| 2025-09-30 19:30:00+00:00 | 2025-10-01 03:30:00+00:00 | 做多 | 4158.48 | 4126.84 | 28.7956 | 119745.80 | 5987.29 | 95.43 | -18269.37 | signal |
| 2025-10-11 02:30:00+00:00 | 2025-10-11 19:00:00+00:00 | 做多 | 3839.04 | 3766.22 | 26.4203 | 101428.53 | 5071.43 | 80.37 | -38518.30 | signal |
| 2025-10-12 14:30:00+00:00 | 2025-10-12 16:30:00+00:00 | 做多 | 3973.44 | 4160.19 | 15.8225 | 62869.65 | 3143.48 | 51.48 | 59071.14 | take_profit |
| 2025-11-04 23:30:00+00:00 | 2025-11-05 17:00:00+00:00 | 做多 | 3285.28 | 3439.69 | 37.1097 | 121915.65 | 6095.78 | 99.82 | 114549.65 | take_profit |
| 2025-11-13 23:00:00+00:00 | 2025-11-14 04:30:00+00:00 | 做多 | 3252.36 | 3122.27 | 72.6908 | 236416.53 | 11820.83 | 185.35 | -189224.01 | stop_loss |
| 2025-11-14 14:30:00+00:00 | 2025-11-14 20:30:00+00:00 | 做多 | 3197.85 | 3136.22 | 14.7280 | 47097.96 | 2354.90 | 37.32 | -18172.22 | signal |
| 2025-11-21 13:00:00+00:00 | 2025-11-22 04:00:00+00:00 | 做多 | 2735.37 | 2735.35 | 10.5678 | 28906.90 | 1445.34 | 23.13 | -15.79 | signal |
| 2026-02-03 20:30:00+00:00 | 2026-02-04 09:30:00+00:00 | 做多 | 2298.93 | 2259.89 | 12.5622 | 28879.55 | 1443.98 | 22.91 | -9819.90 | signal |
| 2026-02-06 01:00:00+00:00 | 2026-02-06 14:30:00+00:00 | 做多 | 1895.95 | 1985.06 | 10.0467 | 19048.10 | 952.40 | 15.60 | 17897.23 | take_profit |